Results 1 to 2 of 2

Math Help - Method of Moment Estimators

  1. #1
    MHF Contributor harish21's Avatar
    Joined
    Feb 2010
    From
    Dirty South
    Posts
    1,036
    Thanks
    10

    Method of Moment Estimators

    Does anyone know an online link or website where I can see the derivation of MMEs and MLEs of different discrete and continuous distributions? I am being unable to understand my book.

    Thank you
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Junior Member
    Joined
    Jan 2010
    Posts
    65
    Quote Originally Posted by harish21 View Post
    Does anyone know an online link or website where I can see the derivation of MMEs and MLEs of different discrete and continuous distributions? I am being unable to understand my book.

    Thank you
    If you have a sample of size n (k_1,k_2,...,k_n) from a distribution with pdf p_X or (f_Y) and paramater \theta, you form
    L(\theta)=\prod_{i=1}^np_X(k_i;\theta) or a similar form for the continuous case.

    The MLE for \theta, \theta_e, is any value of \theta which maximizes L(\theta)

    To maximize something we want to take the derivative and set it equal to zero. Often with MLE's it is easier to take the derivative of the ln(L(\theta)).

    The method of moments estimators come from matching the sample moments (\frac{1}{n}\sum_{i=1}^nk_i^r) with the theoretical moments E(X^r)=function of the parameters.


    If you have specific examples of ones you are having trouble with, you can post them and I can show you how to find these estimates. I think you are probably just as capable as anyone else of finding online proofs of these though.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Moment estimators?
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: November 5th 2010, 04:05 PM
  2. Negative binomial moment estimators
    Posted in the Statistics Forum
    Replies: 3
    Last Post: June 20th 2010, 02:11 AM
  3. Estimators using method of moments
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: November 9th 2009, 10:04 PM
  4. integration and moment estimators
    Posted in the Advanced Statistics Forum
    Replies: 8
    Last Post: May 6th 2009, 12:27 PM
  5. Estimators: method of moments
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: February 3rd 2009, 02:20 PM

Search Tags


/mathhelpforum @mathhelpforum